-10.8%
SHOP vs LOW
+8.2%
-19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -6.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -11.5% | -10.1% | -1.4% | -3.0% |
| 3M | +21.1% | -2.9% | +23.9% | +23.8% |
| 6M | +3.0% | -19.4% | +22.4% | +22.7% |
| YTD | -16.7% | -15.4% | -1.3% | -7.0% |
| 1Y | -8.3% | -24.9% | +16.7% | +14.2% |
| 3Y | +112.8% | -7.8% | +120.6% | +107.0% |
| All | -10.8% | +8.2% | -19.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling